qrBoot provides a simple bootstrapping method for estimating the parameters of a cdf quantile regression model.
Usage
qrBoot(object, rn, f = coef, R = 500, ci = 0.95)
Value
A matrix that includes the original statistics, bootstrap means, and bootstrap confidence intervals
Arguments
object
The fitted cdfqr model object
rn
The sample size of bootstrap samples
f
A function whose one argument is the name of a cdfqr object that will be applied to the updated cdfqr object to compute the statistics of interest. The default is coef.
R
Number of bootstrap samples.
ci
The confidence interval level to obtain the bootstrap confidence intervals